Anic Equity¶

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Total return since start: 0.587 %¶

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Equity now: -----------------------------> 48473.62 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46777.0 Kr¶

PnL: ---------------------------------------> 420.0 Kr¶

DD now: ---------------------------------> -8.748 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 21:55:59.315998'

Anic Portfolio¶

Today¶

Return: 0.784 %¶

This Week¶

Return: 0.499 %¶

Total portfolio value¶

Return including deposits: 58.69 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 4.670000 5881.600000 184.600000 3.240000 5697.000000
EnQuest PLC 2351 -1.590000 5830.480000 117.480000 2.060000 5713.000530
Investor B 27 0.590000 5799.600000 108.600000 1.910000 5691.000006
Vitec Software Group B 2 2.140000 1191.000000 104.000000 9.570000 1087.000000
Lindab International 35 1.560000 5687.500000 94.500000 1.690000 5593.000000
Tethys Oil 109 1.310000 5883.820000 -27.180000 -0.460000 5911.000022
AQ Group 12 -0.340000 5226.000000 -37.000000 -0.700000 5262.999996
Volvo B 25 0.330000 5685.000000 -58.000000 -1.010000 5743.000000
Volvo A 24 0.090000 5592.000000 -67.000000 -1.180000 5659.000008
TOTAL 46777.000000 420.000000 -8.74755% 46357.000562

Updated:¶

'2023-08-10 21:56:16.582331'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶